Pages that link to "Item:Q1774227"
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The following pages link to The disorder problem for compound Poisson processes with exponential jumps (Q1774227):
Displaying 15 items.
- Robustness of the \(N\)-CUSUM stopping rule in a Wiener disorder problem (Q894812) (← links)
- Optimal time to change premiums (Q1006555) (← links)
- The disorder problem for purely jump Lévy processes with completely monotone jumps (Q2301057) (← links)
- Quickest drift change detection in Lévy-type force of mortality model (Q2335769) (← links)
- Multisource Bayesian sequential change detection (Q2426605) (← links)
- On the Laplace transforms of the first exit times in one-dimensional non-affine jump-diffusion models (Q2520532) (← links)
- Compound Poisson Disorder Problems with Nonlinear Detection Delay Penalty Cost Functions (Q3578023) (← links)
- Online Change Detection for a Poisson Process with a Phase-Type Change-Time Prior Distribution (Q3630051) (← links)
- On some functionals of the first passage times in jump models of stochastic volatility (Q5206083) (← links)
- Parameter Estimation: The Proper Way to Use Bayesian Posterior Processes with Brownian Noise (Q5252225) (← links)
- Finite horizon sequential detection with exponential penalty for the delay (Q6108981) (← links)
- Bayesian quickest detection of credit card fraud (Q6121620) (← links)
- Compound Poisson disorder problem with uniformly distributed disorder time (Q6160977) (← links)
- Model misspecification in discrete time Bayesian online change detection (Q6164862) (← links)
- On the construction of conditional probability densities in the Brownian and compound Poisson filtrations (Q6617084) (← links)
